+432.4%
NVT vs BTDR
+15.3%
+417.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.5% |
| 7D | +2.0% | -3.2% | +5.2% | +2.3% |
| 30D | -7.2% | +32.7% | -39.9% | -9.7% |
| 3M | -0.9% | -28.4% | +27.5% | +0.9% |
| 6M | +42.6% | +51.7% | -9.1% | +35.9% |
| YTD | +52.9% | +2.9% | +50.0% | +49.1% |
| 1Y | +64.5% | -15.5% | +79.9% | +60.6% |
| 3Y | +178.0% | 0.0% | +178.0% | +155.1% |
| 5Y | +402.8% | +16.5% | +386.3% | +363.2% |
| All | +432.4% | +15.3% | +417.1% | +386.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling